Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MBS ETF
MBB
|
+$629M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$482M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$394M |
| 4 |
NVIDIA
NVDA
|
+$306M |
| 5 |
State Street SPDR Bloomberg Convertible Securities ETF
CWB
|
+$281M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Baidu
BIDU
|
+$964M |
| 2 |
PARA
Paramount Global Class B
PARA
|
+$620M |
| 3 |
Invesco Senior Loan ETF
BKLN
|
+$369M |
| 4 |
Tencent Music
TME
|
+$338M |
| 5 |
iShares Core MSCI EAFE ETF
IEFA
|
+$304M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.5% |
| 2 | Technology | 2.1% |
| 3 | Healthcare | 1.18% |
| 4 | Financials | 0.9% |
| 5 | Industrials | 0.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Lam Research
LRCX
$372B
| $146M | 0.06% |
2,240,000
+834,000
| +59% | +$52.6M |
|
227
PUT
VanEck Gold Miners ETF
GDX
$23.5B
| $145M | 0.06% |
4,271,400
+24,600
| +0.6% | +$899K |
|
228
CALL
Ford
F
$59.3B
| $145M | 0.06% |
9,746,000
+6,203,200
| +175% | +$82.5M |
|
229
PUT
Carnival Corporation Ltd
CCL
$38B
| $142M | 0.06% |
5,385,000
+1,683,700
| +45% | +$47.1M |
|
230
CrowdStrike
CRWD
$189B
| $142M | 0.06% |
2,258,672
+504,440
| +29% | +$27.1M |
|
231
PUT
Novavax
NVAX
$1.22B
| $142M | 0.06% |
668,300
+308,400
| +86% | +$56.5M |
|
232
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
| $141M | 0.06% |
633,600
+491,700
| +347% | +$107M |
|
233
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $141M | 0.06% |
4,465,200
+1,297,200
| +41% | +$42.5M |
|
234
PUT
UnitedHealth
UNH
$383B
| $141M | 0.06% |
351,900
+208,200
| +145% | +$83M |
|
235
CALL
Lockheed Martin
LMT
$132B
| $141M | 0.06% |
372,000
+141,700
| +62% | +$54.5M |
|
236
CALL
S&P Global
SPGI
$122B
| $141M | 0.06% |
342,600
+192,400
| +128% | +$73.9M |
|
237
Airbnb
ABNB
$90.3B
| $140M | 0.05% |
914,061
+810,291
| +781% | +$127M |
|
238
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $140M | 0.05% |
1,109,600
+654,500
| +144% | +$80.2M |
|
239
Mastercard
MA
$510B
| $140M | 0.05% |
382,337
+284,748
| +292% | +$106M |
|
240
PUT
Freeport-McMoran
FCX
$91.2B
| $139M | 0.05% |
3,758,700
+2,436,300
| +184% | +$94.9M |
|
241
CALL
Twilio
TWLO
$29B
| $139M | 0.05% |
353,500
+79,800
| +29% | +$27.7M |
|
242
CALL
Carvana
CVNA
$44B
| $139M | 0.05% |
2,301,500
+1,858,000
| +419% | +$101M |
|
243
PUT
American Airlines Group
AAL
$10.2B
| $137M | 0.05% |
6,479,000
+926,700
| +17% | +$21M |
|
244
PUT
Trade Desk
TTD
$8.59B
| $136M | 0.05% |
1,760,700
+454,700
| +35% | +$29.1M |
|
245
PUT
Uber
UBER
$143B
| $136M | 0.05% |
2,706,300
+1,458,500
| +117% | +$76.2M |
|
246
PUT
Biogen
BIIB
$30.7B
| $135M | 0.05% |
390,400
+165,200
| +73% | +$50M |
|
|
XYZ
247
Block Inc
XYZ
$49.2B
| $135M | 0.05% |
552,744
+354,642
| +179% | +$82.3M |
|
248
CALL
ServiceNow
NOW
$114B
| $135M | 0.05% |
1,226,000
+95,000
| +8% | +$9.63M |
|
249
PUT
Applied Materials
AMAT
$398B
| $134M | 0.05% |
940,600
+214,700
| +30% | +$28.8M |
|
250
CALL
Honeywell
HON
$76.7B
| $134M | 0.05% |
647,741
+159,044
| +33% | +$33.6M |
|
Similar funds
Jane Street's Q2 2021 Portfolio in Review
As of Q2 2021, Jane Street held 10,953 positions worth $256B, up 27% from $201B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Jane Street deployed $36.7B of net new capital in Q2 2021, opening 1,924 new positions and adding to 4,221 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 6,071,963 shares worth $479M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.5% of assets, down from 2.8% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was Baidu, an estimated $964M trimmed.
- Jane Street's largest Q2 2021 buy was iShares MSCI EAFE ETF: 6,071,963 shares worth $479M.
- Jane Street added most to iShares MBS ETF in Q2 2021, an estimated $629M increase.
- Jane Street's biggest Q2 2021 reduction was Baidu, cutting an estimated $964M.
- Jane Street fully exited Invesco Senior Loan ETF in Q2 2021, selling an estimated $369M.
- Jane Street's ten largest holdings make up 37% of its $256B portfolio in Q2 2021.
- Jane Street opened 1,924 new positions and closed 1,267 in Q2 2021.
- Jane Street's portfolio value rose 27% quarter-over-quarter to $256B.
Based on Jane Street's 13F filing for Q2 2021, filed 16 Aug 2021.